We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of independent...
LETTER FROM THE EDITOR-IN-CHIEF Cornelis W. Oosterlee Delft University of Technology This year's winter issue of The Journal of Computational Finance is focused around novel stochastic differential...
Winter reliability at risk due to problems with real-time pricing, market participants warn
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Electricity articles
Despite worries about UK Electricity Market Reform, market participants call on government to press ahead
‘Bugs’ found in NWE day-ahead coupling tests cause exchanges and grid operators to err on the side of caution
Financial regulation, low volatility, flattened prices and the integration of regional markets have put European electricity trading in a state of flux. That poses threats and opportunities for power exchanges – and some industry observers say it could...
Acer probed 10 cases under Remit in 2012, agency says, in report that sheds light on the development of monitoring regime
Despite coming into force in December 2011, Remit insider trading rules continue to raise questions among energy traders
APX says creation of UK virtual hub could delay NWE power market coupling, but claim is strongly denied by Nord Pool Spot
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
UK, 25th - 26th Feb 2014
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